Perancangan Simulasi Sistem Prediksi Arah Gerak Harga Saham Berbasis Analisis Teknikal dengan Fuzzy Inference System

Fat, Joni (2012) Perancangan Simulasi Sistem Prediksi Arah Gerak Harga Saham Berbasis Analisis Teknikal dengan Fuzzy Inference System. Jurnal Tesla, 14 (2). pp. 119-130.

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Abstract

The simulation system which was used in this research enabled the prediction of a stock price movement in Jakarta Stock Exchange (JSX). We chose the stocks based on their liquidity (indicated by LQ-45 index) and the representation in each industrial sector. We used nine stocks for monitoring and the number of entries was 6,544. With these data, we hoped all the periods of action in the stock exchange could be captured, i.e. bearish, bullish and sideways. As the input variables, we used some technical indicator variabels which had been tuned to the need of this simulation. The input variables were the price difference variables (d1 and d2), the RSI-14 difference variabel, the MA15 difference variabel, the MA50 difference variabels and also MA15 and MA50 crossing variable. The type of FIS that we used in this simulation is Mamdani with centroid as the deffuzification method. As the output variabel, we used the price difference for the period of calculation, which we names as d3. This variabel was treated as an indicator which we used for predicting the movement of the stock. This research resulted that we had a low accuration and unstable. And in some testing, we still got some negative results. KEYWORDS: centroid, fuzzy inference system, mamdani, simulation system, technical indicator

Item Type: Article
Subjects: Karya Ilmiah Dosen > Fakultas Teknik
Divisions: Fakultas Teknik > Teknik Elektro
Depositing User: Puskom untar untar
Date Deposited: 13 Mar 2018 07:17
Last Modified: 13 Mar 2018 07:17
URI: http://repository.untar.ac.id/id/eprint/1771

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